Going without wrist leashes makes sense for certain types of riding. Park riders and racers often prefer the cleaner feel and unrestricted movement of gloves without dangling cords. If you mostly ski in mild conditions or tend to keep your gloves on all day, you may not miss them at all.
The tradeoff is convenience and risk. Without leashes, you'll need to hold your gloves or tuck them securely whenever you take them off—whether you're checking your phone on the chairlift or adjusting your goggles. A dropped glove in deep powder can disappear instantly, and replacing quality ski gloves isn't cheap.
If you skip the leashes, develop a habit of zipping gloves into a pocket or stuffing them inside your jacket when removed. Some riders also add aftermarket leash cords to gloves they love that didn't come with them built in.